daily_recalc

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-18, from market-wide-circuit-breakers-explained.

Rows × columns

15 × 5

Period covered

2026-08-28 to 2026-09-18

Computed

2026-09-18

Completeness

No missing values

Source

US exchange, SIP and OPRA market data

Licence

Strasmore terms · free, no signup

Formats

JSON · CSV · the SQL below

What each column holds

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-09-18, and the query below is what returned them.

SELECT
    toString(date)                                 AS session_date,
    round(toFloat64(max(close)), 2)                AS spy_close,
    round(toFloat64(max(close)) * 93 / 100, 2)     AS level_1_next_session,
    round(toFloat64(max(close)) * 87 / 100, 2)     AS level_2_next_session,
    round(toFloat64(max(close)) * 80 / 100, 2)     AS level_3_next_session
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
  AND date >= today() - 21
GROUP BY date
ORDER BY date